PortfoliosLab logo
NJUL vs. UJUL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NJUL and UJUL is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

NJUL vs. UJUL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Growth-100 Power Buffer ETF - July (NJUL) and Innovator U.S. Equity Ultra Buffer ETF - July (UJUL). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

NJUL:

8.69%

UJUL:

8.98%

Max Drawdown

NJUL:

-0.68%

UJUL:

-0.73%

Current Drawdown

NJUL:

0.00%

UJUL:

-0.23%

Returns By Period


NJUL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

UJUL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NJUL vs. UJUL - Expense Ratio Comparison

Both NJUL and UJUL have an expense ratio of 0.79%.


Risk-Adjusted Performance

NJUL vs. UJUL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NJUL
The Risk-Adjusted Performance Rank of NJUL is 5151
Overall Rank
The Sharpe Ratio Rank of NJUL is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of NJUL is 4949
Sortino Ratio Rank
The Omega Ratio Rank of NJUL is 5151
Omega Ratio Rank
The Calmar Ratio Rank of NJUL is 5555
Calmar Ratio Rank
The Martin Ratio Rank of NJUL is 5252
Martin Ratio Rank

UJUL
The Risk-Adjusted Performance Rank of UJUL is 5555
Overall Rank
The Sharpe Ratio Rank of UJUL is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of UJUL is 5151
Sortino Ratio Rank
The Omega Ratio Rank of UJUL is 5656
Omega Ratio Rank
The Calmar Ratio Rank of UJUL is 5757
Calmar Ratio Rank
The Martin Ratio Rank of UJUL is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NJUL vs. UJUL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Growth-100 Power Buffer ETF - July (NJUL) and Innovator U.S. Equity Ultra Buffer ETF - July (UJUL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.



Loading data...

Dividends

NJUL vs. UJUL - Dividend Comparison

Neither NJUL nor UJUL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NJUL vs. UJUL - Drawdown Comparison

The maximum NJUL drawdown since its inception was -0.68%, smaller than the maximum UJUL drawdown of -0.73%. Use the drawdown chart below to compare losses from any high point for NJUL and UJUL. For additional features, visit the drawdowns tool.


Loading data...

Volatility

NJUL vs. UJUL - Volatility Comparison


Loading data...